mickey711
Senior Member
- Joined
- Nov 18, 2009
- Messages
- 694
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Pablo Triana's "Lecturing Birds on Flying".
It provides an easy to understand look at quantitative finance models, but is extremely repetitive. It's basically: The Black-Scholes-Merton (BSM) model is flawed, VaR greatly underestimates market risk, and many quantitative techniques are wrong repeated over 350+ pages. And he's got absolutely no sense of humor.